+396.2%
VUG vs COR
+505.6%
-109.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | -1.2% | +2.4% | -3.6% | -1.7% |
| 30D | -8.9% | +7.7% | -16.5% | -10.5% |
| 3M | -5.9% | +7.5% | -13.4% | -7.7% |
| 6M | -3.3% | +34.1% | -37.4% | -10.5% |
| YTD | +3.4% | +3.9% | -0.4% | +1.2% |
| 1Y | +1.9% | -3.6% | +5.5% | +1.7% |
| 3Y | +76.9% | +80.5% | -3.6% | +43.6% |
| 5Y | +63.9% | +194.9% | -131.0% | +12.1% |
| 10Y | +396.2% | +486.6% | -90.4% | +172.9% |
| All | +396.2% | +505.6% | -109.4% | +172.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded COR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling